Thursday, June 11, 2009

Publications in Impact Factor Journals


  1. Asymmetry dynamics in real exchange rates: New results on East Asian currencies. (with Ahmad Zubaidi Baharumshah and Ibrahim Chowdhury). 2010.  Forthcoming in International Review of Economics and Finance. ISSN: 1059-0560. http://dx.doi.org/10.1016/j.iref.2010.03.002.

  2. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries (with Ricky Chee-Jiun Chia and Tai-Hu Ling). 2009. forthcoming in Applied Economics Letter. SSCI Impact factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  3. Real Interest Rate Differential: International Evidence Based on Nonlinear Unit Root Tests (with Ahmad Zubaidi Baharumshah and Chan Tze-Haw). 2009. Bulletin of Economics Research, 61, 83-94. Wiley-Blackwell. (Social Science Citation Index Journal starting from year 2008).

  4. Real Interest Rate Parity in the ASEAN-5: A Non-linear Perspective (with Ahmad Zubaidi Baharumshah and Nor Aishah Hamzah), 2008. Applied Economics Letters, 15, 955-958. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  5. Time Series Test of Nonlinear Convergence and Transitional Dynamics (with Terence Chong Tai-Leung, Melvin Hinich and Kian-Ping Lim), 2008. Economics Letters, 100, 337-339. Elsevier Science.SSCI Impact factor: 0.302. Journal Citation Reports 2007, published by Thomson Reuters ®.

  6. Income Convergence: Fresh Evidence from the Nordic Countries (with Yusuf Ahmad), 2009. Applied Economics Letters, 16, 1245-1248. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  7. Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration (with Hock-Ann Lee and Kian-Ping Lim), 2009. Applied Economics Letters, 16, 51-54. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  8. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models (with Ahmad Zubaidi Baharumshah). Open Economies Review, Vol. 17, 261 – 277. (US:Springer). SSCI Impact Factor: 0.143. Journal Citation Reports 2007, published by Thomson Reuters ®.

  9. Are Asian Real Exchange Rates Stationary? (with Ahmad Zubaidi Baharumshah and Terence Tai-Leung Chong), 2004. Economics Letters, Vol. 83, 313 – 316. Elsevier Science. SSCI Impact factor: 0.366. Journal Citation Reports 2007, published by Thomson Reuters ®.

  10. Inadequacy of Linear Autoregressive Model for Real Exchange Rates: Empirical Evidence from Asian Economies (with Terence Tai-leung Chong and Kian-Ping Lim), 2003. Applied Economics, 35, 1387 – 1392. Routledge. SSCI Impact factor: 0.522. Journal Citation Reports 2007, published by Thomson Reuters ®.

  11. Non-linear Mean Reversion in Stock Prices: Evidence from Asian Markets (with Kian-Ping Lim). Applied Financial Economics Letters, 3, 25 – 29. (UK: Routledge). (Renamed as Applied Economic Letters incorporating Applied Financial Economics Letters starting from 2009, with an SSCI impact factor of 0.294).

  12. On Singaporean Dollar and Purchasing Power Parity (with Ahmad Zubaidi Baharumshah and Kian-Ping Lim). Singapore Economic Review, Vol. 49, No. 1, 71 – 84. Singapore: National University of Singapore. (Social Science Citation Index Journal starting from 2009).

Publications in Journals Indexed in SCOPUS

  1. Venus Khim-Sen Liew, Zhuo Qiao abd Wing Keung Wong. 2010. Linearity and Stationarity of G7 Government Bond Returns. Economics Bulletin, Vol. 30, No. 4, 2264 – 2265. SCOPUS.
  2. Venus Khim-Sen Liew, Chin-Hong Puah, Chee-Keong Choong and Evan Lau. 2010. Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests. Economics Bulletin, Vol. 30, No. 2, 1283-1292. SCOPUS.

  3. Venus Khim-Sen Liew and Tuck Cheong Tang. An Empirical Investigation of Purchasing Power Parity for a Transition Economy – Cambodia. Economics Bulletin, Vol. 30, No. 2, 1025 – 1031. SCOPUS.

  4. Chee-Keong Choong and Venus Khim-Sen Liew. 2009. Impact of Foreign Direct Investment Volatility and Economic Growth on ASEAN-5 Countries. Economic Bulletin. Vol. 29, No. 3, 1838-1850. USA: Vanderbilt University. (SCOPUS).

  5. Venus Khim-Sen Liew. 2009. Linear and Nonlinear Monetary Approaches to the Exchange Rate of the Philippines peso-Japanese yen. Economics Bulletin, Vol. 29, No. 2, 1331 - 1440. USA: Vanderbilt University. (SCOPUS).

  6. Hock-Ann Lee and Kian-Ping Lim and Venus Khim-Sen Liew. 2009. Is There Any International Diversification Benefits in ASEAN Stock Markets?, Economics Bulletin, Vol. 29, No.1, 393-407. USA: Vanderbilt University. (SCOPUS).

  7. Ricky Chee-Jiun Chia, Venus Khim-Sen Liew and Syed Azizi Wafa Syed Khalid Wafa. 2008. Day-Of-The-Week Effects In Selected East Asian Stock Markets, Economics Bulletin, Vol. 7, No. 5, 1 – 8. USA: Vanderbilt University. (SCOPUS).

  8. Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, (2007), Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model, Economics Bulletin, 6(27), 1-7. USA: Vanderbilt University. (SCOPUS).

  9. Terence Tai-Leung Chong, Venus Khim Sen Liew, Yuanxiu Zhang and Chi-Leung Wong. 2006. Estimation of Autoregressive Model in the Presence of Measurement. Economics Bulletin, May, Vol. 3, No. 12, 1-10. USA: Vanderbilt University. (SCOPUS).

  10. Emmanual Anoruo, Venus Khim-Sen Liew and Uchenna Elike. 2006. Nonlinear Real Exchange Rate Behaviour: Are African Countries Exceptional? International Research Journal of Finance and Economics. USA: Eurojournal, 1, 97 - 110. (SCOPUS).

  11. Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau and Chee-Keong Choong. 2005. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia. Economics Bulletin, Vol. 6, No. 11, 1 – 16. USA: Vanderbilt University. (SCOPUS).

  12. Kian-Ping Lim and Melvin J. Hinich and Venus Khim-Sen Liew. 2005. Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications. Journal of Emerging Market Finance, Vol. 4, No. 3, 263-279. (India). SAGE Journal. (SCOPUS).

  13. Venus Khim-Sen Liew and Terence Tai-Leung Chong. 2005. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors. Economics Bulletin, 2005, Vol. 3, No. 19, 1 – 5. USA: Vanderbilt University. (SCOPUS).

  14. Venus Khim-Sen Liew and Kian-Ping Lim. 2005. Income Divergence? Evidence of Non-linearity in the East Asian Economies. Economics Bulletin, Vol. 15, No. 1, 1 – 7. USA: Vanderbilt University. (SCOPUS).

  15. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim. 2005. Nonlinear Adjustment of Exchange Rates towards Purchasing Power Parity and the Asian Financial Crisis. International Journal of Business and Society, Vol. 6, No. 1, 122 – 140. Malaysia: UNIMAS. (SCOPUS).

  16. Venus Khim-Sen Liew. 2004. Which Lag Length Selection Criteria Should We Employ? Economics Bulletin, Vol. 3, No. 33, 1 – 9. USA: Vanderbilt University. (SCOPUS).

  17. Venus Khim-Sen Liew. 2004. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? Economics Bulletin, Vol. 6 No. 8, 1 – 8. USA: Vanderbilt University. (SCOPUS).

  18. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim. 2005. Nonlinear Adjustment of Real Exchange Rates Towards Purchasing Power Parity and the Asian Financial Crisis. International Journal of Business and Society, Vol. 6, No. 1, 122 – 140. Malaysia: UNIMAS. (SCOPUS).

  19. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew. 2005. Adequacy of GARCH Models for ASEAN Exchange Rates Return Series. International Journal of Business and Society, Vol. 5, No. 2, 17 – 32. Malaysia: UNIMAS. (SCOPUS).

  20. Evan Lau and Venus Khim-Sen Liew. 2004. The Tale of the Twin Deficits Nexus: An alternative approach. International Journal of Business and Society, Vol. 5, No. 2, 35 – 53. Malaysia: UNIMAS. (SCOPUS).